On vector linear double autoregression (Q6128252)
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scientific article; zbMATH DE number 7832528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On vector linear double autoregression |
scientific article; zbMATH DE number 7832528 |
Statements
On vector linear double autoregression (English)
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15 April 2024
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constant conditional correlation
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double autoregressive model
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model selection
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portmanteau test
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quasi-maximum likelihood estimation
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